Fiance acting up

Coretta
So my fiance has a problem with joking with serious things and I tend to get angry about the kind of jokes he makes like having threesomes with me and my sister and others.. I know he is joking but I tend to take it personal cos he says it often and sometimes I feel like its no joke anymore. A week ago he went to work and I was texting him.. And I knew he was bored so I wanted to make a joke and called him a witch and a demon and satanic. It started as joked from the beginning then from no where he called me selfish and that he knows when I'm done with school I would leave him so he prays that whiles in school I will stumble along the road so he can have the last laugh. I got very offended and he said he was only joking cos I was joking too. Then I said well that didn't sound like a joke. Cos words like these hurt and doesn't sound like a joke to me. He got offended and went on and on and even said I don't know how to joke and that is the reason why he won't joke with me cos I will get offended. Up until date he still doesn't think he did anything wrong.. So im here to find out if it's wrong for me to get mad cos he says it's a joke. Am I supposed to apologize for him offending me